Real steps, if you hit the lottery.
1. Shut up about it: tell NOBODY outside your home.
2. Get a lawyer and an accountant. Get a bulletproof trust and plan to minimize the tax impact.
3. Get all-new phones (and phone numbers), make sure they’re unlisted, and likewise, create new email addresses.
4. Start making preparations to move.
THEN. . .
5. Collect your winnings through your lawyer. If they require a photo to collect, change your appearance for the photo. Wigs, fake facial hair, sunglasses, pads in cheeks, totally out-of-character clothing, etc.
6. Disappear.
I’ve seen advice that states if you win one of the big jackpots, wait to cash your ticket until you have already completed a legal name change (you usually have some time frame to redeem the ticket, such as 30 days). Then, under your new name, redeem your ticket. Once you have the money, change your name back.